Related papers: Stability and Convergence of Distributed Stochasti…
In this paper, we study asynchronous stochastic approximation algorithms without communication delays. Our main contribution is a stability proof for these algorithms that extends a method of Borkar and Meyn by accommodating more general…
In this work, we investigate stochastic approximation (SA) with Markovian data and nonlinear updates under constant stepsize $\alpha>0$. Existing work has primarily focused on either i.i.d. data or linear update rules. We take a new…
Iterative distributed optimization algorithms involve multiple agents that communicate with each other, over time, in order to minimize/maximize a global objective. In the presence of unreliable communication networks, the…
Age of Information (AoI) is a crucial metric for quantifying information freshness in real-time systems where the sampling rate of data packets is time-varying. Evaluating AoI under such conditions is challenging, as system states become…
Motivated by applications in large-scale and multi-agent reinforcement learning, we study the non-asymptotic performance of stochastic approximation (SA) schemes with delayed updates under Markovian sampling. While the effect of delays has…
We consider stochastic optimization with delayed gradients where, at each time step $t$, the algorithm makes an update using a stale stochastic gradient from step $t - d_t$ for some arbitrary delay $d_t$. This setting abstracts asynchronous…
Asynchronous stochastic approximations (SAs) are an important class of model-free algorithms, tools and techniques that are popular in multi-agent and distributed control scenarios. To counter Bellman's curse of dimensionality, such…
This paper considers the distribution of a general peak age of information (AoI) model and develops a general analysis approach for probabilistic performance guarantee from the time-domain perspective. Firstly, a general relationship…
In this paper, we study the almost sure boundedness and the convergence of the stochastic approximation (SA) algorithm. At present, most available convergence proofs are based on the ODE method, and the almost sure boundedness of the…
This paper revisits the problem of sampling and transmitting status updates through a channel with random delay under a sampling frequency constraint \cite{sun_17_tit}. We use the Age of Information (AoI) to characterize the status…
The age of information (AoI) has been studied actively in recent years as a performance measure for systems that require real-time performance, such as remote monitoring systems via communication networks. The theoretical analysis of the…
This paper investigates the problem of minimizing the Age of Incorrect Information (AoII) when the communication channel has a random delay. We consider a slotted-time system where a transmitter observes a dynamic source and decides when to…
Sample average approximation (SAA), a popular method for tractably solving stochastic optimization problems, enjoys strong asymptotic performance guarantees in settings with independent training samples. However, these guarantees are not…
This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…
Introduced by Emek and Wattenhofer (PODC 2013), the \emph{stone age (SA)} model provides an abstraction for network algorithms distributed over randomized finite state machines. This model, designed to resemble the dynamics of biological…
We revisit the convergence analysis of constant stepsize stochastic approximation (SA) with decision-dependent Markovian noise, with a focus on characterizing the stationary bias against the root of the mean-field equation. We first…
This paper presents the first sufficient conditions that guarantee the stability and almost sure convergence of multi-timescale stochastic approximation (SA) iterates. It extends the existing results on one-timescale and two-timescale SA…
A distributed average consensus algorithm in which every sensor transmits with bounded peak power is proposed. In the presence of communication noise, it is shown that the nodes reach consensus asymptotically to a finite random variable…
This work introduces a framework for analyzing the Age of Incorrect Information (AoII) in a real-time monitoring system with a generic discrete-time Markov source. We study a noisy communication system employing a hybrid automatic repeat…
In this paper, we consider the age of information (AoI) of a discrete time status updating system, focusing on finding the stationary AoI distribution assuming that the Ber/G/1/1 queue is used. Following the standard queueing theory, we…